Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-02 0.417159 0.462782 0.513824 0.575673 0.649288 0.735016 0.843770
2025-11-09 0.350456 0.405158 0.470400 0.555388 0.665417 0.806432 1.006823
2025-11-16 0.315430 0.376060 0.451982 0.556723 0.702137 0.904851 1.225351
2025-11-23 0.296745 0.363243 0.450122 0.576345 0.763470 1.046926 1.548543
2025-11-30 0.276368 0.345105 0.437875 0.578266 0.797846 1.154932 1.855247
2025-12-07 0.257823 0.327130 0.423166 0.573495 0.819627 1.245953 2.167193
2025-12-14 0.241172 0.310041 0.407572 0.564664 0.832258 1.322730 2.484691
2025-12-21 0.225389 0.292788 0.389920 0.550049 0.831954 1.374342 2.770659
2025-12-28 0.218191 0.287239 0.389014 0.561980 0.880214 1.535047 3.440107
2026-01-04 0.213398 0.284736 0.392325 0.581040 0.944974 1.751885 4.471401
2026-01-11 0.203567 0.273923 0.381581 0.574291 0.957594 1.851812 5.209679
2026-01-18 0.198082 0.269336 0.380348 0.584203 1.006103 2.059258 6.678488
2026-01-25 0.186910 0.255534 0.363466 0.564378 0.989225 2.090571 7.393751
2026-02-01 0.175513 0.240820 0.344182 0.538343 0.954925 2.063280 7.771914
2026-02-08 0.169579 0.234415 0.338377 0.537405 0.977758 2.217239 9.676939
2026-02-15 0.167327 0.233700 0.342076 0.555197 1.048155 2.558480 14.407152
2026-02-22 0.162573 0.228652 0.337891 0.556726 1.079030 2.782408 19.525527
2026-03-01 0.157221 0.222345 0.331067 0.552116 1.093335 2.953559 25.636386
2026-03-08 0.151683 0.215473 0.322817 0.543734 1.096210 3.082264 32.905363
2026-03-15 0.145719 0.207641 0.312422 0.529902 1.081989 3.132057 39.538189
2026-03-22 0.143665 0.206261 0.313624 0.541180 1.140905 3.562835 76.445425
2026-03-29 0.142580 0.206448 0.317684 0.559190 1.224374 4.205839 246.158624
2026-04-05 0.138422 0.201184 0.311247 0.552814 1.231790 4.431544 567.078630